Dear All,
I am using Amelia to fill in some gaps in national accounts data (and similar panels of
data); as a result of the structure of my panel, there is no 'cs' parameter --
just 'ts'.
I intend to use the EM algorithim to complete my panel, and then to extract factors via
PCA -- as a reuslt i have two related questions.
1/ I would like to use the tscsPlot command (or similar) to plot the observed values and
the imputations (mean + 95% confidence bands) -- is this possible?
2/ What's the best way to use the output from the imputations to generate the factors
in the PCA? I have considered two methods, but am unsure which is best (most valid) --
1/ fill the gaps in the panel with the the mean of the imputations and use the single data
set to extract the eigenvales and eigenvectors of the assocaited covariance matrix - and
then use these weights and the 'mean-filled in' data set to generate the
factors.
2/ stack the imputation panels and use the stacked panel to generate the eigenvalues and
eigenvectors of the associated covariance matrix - and then use the mean values from the
imputation runs to fill the gaps in my original panel, and the weights from the stacked
panel?
thanks and best regards
Matt Johnson
-----Original Message-----
From: owner-amelia_at_lists_gking_harvard_edu(a)mail.hmdc.harvard.edu
[mailto:owner-amelia_at_lists_gking_harvard_edu@mail.hmdc.harvard.edu] On Behalf Of Matt
Blackwell
Sent: 26 March 2011 02:06
To: SEVIGNY, ERIC
Cc: amelia(a)lists.gking.harvard.edu
Subject: Re: [amelia] Interact with cross section
Hi Eric,
We posted a fix to this bug in the development version of Amelia. You can get the
development version of Amelia by opening R and running the following command:
install.packages("Amelia", repos = "http://r.iq.harvard.edu", type =
"source")
Now you can fire up AmeliaView just like before and the "intercs" bug should be
fixed.
Cheers,
matt.
~~~~~~~~~~~
Matthew Blackwell
PhD Candidate
Institute for Quantitative Social Science Department of Government Harvard University
url:
http://people.fas.harvard.edu/~blackwel/
On Wed, Mar 16, 2011 at 2:03 PM, SEVIGNY, ERIC <SEVIGNY(a)mailbox.sc.edu> wrote:
Hello,
I am currently using the most recent version of AmeliaView, and I
seem to be encountering a problem with setting the data with trends
specific to each cross-sectional unit. I experience this issue with my
datasets as well as the demo datasets. For example, with freetrade
dataset, I set splines to 3 and checked the drop list for 'Interact
Spline with Cross Section?' However, the log file below shows that,
while splinetime=3, intercs=FALSE. My understanding with this setting
is that the setting should read intercs=TRUE. Please advise.
amelia(x = getAmelia("amelia.data"), m = 5, idvars = NULL, ts =
"year",
&nbs p; cs = "country", priors = NULL, lags = NULL, empri = 0,
intercs = FALSE,
leads = NULL, splinetime = 3, logs = NULL, sqrts = NULL,
lgstc = NULL, ords = NULL, noms = NULL, bounds = NULL,
max.resample = 1000,
tolerance = 1e-04)
Eric L. Sevigny, Ph.D.
Assistant Professor
Department of Criminology and Criminal Justice University of South
Carolina
1305 Greene St
Columbia, SC 29208
(803) 777-7043 (office)
sevigny(a)mailbox.sc.edu
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